#Earnings $COST reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Dec. 12, 2019 AC -1.83%
Oct. 3, 2019 AC +0.92%
May 30, 2019 AC -0.81%
March 7, 2019 AC +5.08% Biggest UP
Dec. 13, 2018 AC -8.58% Biggest DOWN
Oct. 4, 2018 AC -5.55%
May 31, 2018 AC -0.55%
March 7, 2018 AC -0.89%
Dec. 14, 2017 AC +3.32%
Oct. 5, 2017 AC -5.97%
May 25, 2017 AC +1.79%
March 2, 2017 AC -4.33%

Avg (+ or -) 3.30%
Bias -1.45%, negative bias on earnings.

With stock at 317.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 303.56 to 331.44
Based on AVERAGE one-day move over last 12 quarters: 307.02 to 327.98
Based on MAXIMUM one-day move over last 12 Q’s (8.6%): 290.26 to 344.74
Based on UP max only (+5.1%): 333.63

Open to requests for other symbols.

#Earnings $SPLK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 21, 2019 AC +10.76%
Aug. 21, 2019 AC -7.83% Biggest DOWN
May 23, 2019 AC -7.32%
Feb. 28, 2019 AC -0.90%
Nov. 29, 2018 AC +9.93%
Aug. 23, 2018 AC +14.81%
May 24, 2018 AC -5.20%
March 1, 2018 AC +9.26%
Nov. 16, 2017 AC +17.89% Biggest UP
Aug. 24, 2017 AC +8.47%
May 25, 2017 AC -6.97%
Feb. 23, 2017 AC -3.23%

Avg (+ or -) 8.55%
Bias 3.31%, positive bias on earnings.

With stock at 150.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 135.06 to 164.94
Based on AVERAGE one-day move over last 12 quarters: 137.18 to 162.82
Based on MAXIMUM one-day move over last 12 Q’s (17.9%): 123.17 to 176.84
Based on UP max only (-7.8%): 138.26

Open to requests for other symbols.

#Earnings $DLTR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 26, 2019 BO -15.24% Biggest DOWN
Aug. 29, 2019 BO -1.93%
May 30, 2019 BO +3.13%
March 6, 2019 BO +5.11%
Nov. 29, 2018 BO +6.13% Biggest UP
Aug. 30, 2018 BO -15.54%
May 31, 2018 BO -14.28%
March 7, 2018 BO -14.47%
Nov. 21, 2017 BO +2.41%
Aug. 24, 2017 BO +5.62%
May 25, 2017 BO +0.92%
March 1, 2017 BO +0.20%

Avg (+ or -) 7.08%
Bias -3.16%, negative bias on earnings.

With stock at 83.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.44 to 89.56
Based on AVERAGE one-day move over last 12 quarters: 77.12 to 88.88
Based on MAXIMUM one-day move over last 12 Q’s (15.5%): 70.10 to 95.90
Based on UP max only (+6.1%): 88.09

Open to requests for other symbols.

#Earnings $TGT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 20, 2019 BO +14.05%
Aug. 21, 2019 BO +20.42% Biggest UP
May 22, 2019 BO +7.78%
March 5, 2019 BO +4.58%
Nov. 20, 2018 BO -11.26%
Aug. 22, 2018 BO +3.20%
May 23, 2018 BO -5.69%
March 6, 2018 BO -4.45%
Nov. 15, 2017 BO -9.86%
Aug. 16, 2017 BO +3.60%
May 17, 2017 BO +0.93%
Feb. 28, 2017 BO -12.16% Biggest DOWN

Avg (+ or -) 8.17%
Bias 0.93%, positive bias on earnings.

With stock at 107.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 99.01 to 115.99
Based on AVERAGE one-day move over last 12 quarters: 98.72 to 116.28
Based on MAXIMUM one-day move over last 12 Q’s (20.4%): 85.55 to 129.45
Based on DOWN max only (-12.2%): 94.43

NOTE: Five-day MAX moves are +21.00% and -13.39%

Open to requests for other symbols.

#Earnings $KSS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 19, 2019 BO -19.48% Biggest DOWN
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33%
March 5, 2019 BO +7.31% Biggest UP
Nov. 20, 2018 BO -9.22%
Aug. 21, 2018 BO +1.71%
May 22, 2018 BO -7.42%
March 1, 2018 BO -5.05%
Nov. 9, 2017 BO +0.93%
Aug. 10, 2017 BO -5.79%
May 11, 2017 BO -7.83%
Feb. 23, 2017 BO -2.08%

Avg (+ or -) 7.17%
Bias -5.51%, strong negative bias on earnings.

With stock at 38.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.63 to 41.37
Based on AVERAGE one-day move over last 12 quarters: 35.28 to 40.72
Based on MAXIMUM one-day move over last 12 Q’s (19.5%): 30.60 to 45.40
Based on UP max only (+7.3%): 40.78

NOTE: Five-day MAX moves are +4.81% and -19.52%

Open to requests for other symbols.

#Earnings $AZO reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Dec. 10, 2019 BO +6.92% Biggest UP
Sept. 24, 2019 BO -4.41%
May 21, 2019 BO +5.56%
Feb. 26, 2019 BO +5.10%
Dec. 4, 2018 BO +6.74%
Sept. 18, 2018 BO -1.97%
May 22, 2018 BO -9.48%
Feb. 27, 2018 BO -11.06%
Dec. 5, 2017 BO +0.42%
Sept. 19, 2017 BO -5.00%
May 23, 2017 BO -11.84% Biggest DOWN
Feb. 28, 2017 BO -0.58%

Avg (+ or -) 5.76%
Bias -1.63%, negative bias on earnings.

With stock at 1030.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 951.27 to 1108.73
Based on AVERAGE one-day move over last 12 quarters: 970.71 to 1089.29
Based on MAXIMUM one-day move over last 12 Q’s (11.8%): 908.05 to 1151.95
Based on UP max only (+6.9%): 1101.28

NOTE: Five-day MAX moves are +7.60% and -9.93%

Open to requests for other symbols.

#Earnings $SQ reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 6, 2019 AC +5.00%
Aug. 1, 2019 AC -14.05% Biggest DOWN
May 1, 2019 AC -7.98%
Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86%
Feb. 22, 2017 AC +14.02% Biggest UP

Avg (+ or -) 6.63%
Bias 0.67%, positive bias on earnings.

With stock at 78.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 71.10 to 84.90
Based on AVERAGE one-day move over last 12 quarters: 72.83 to 83.17
Based on MAXIMUM one-day move over last 12 Q’s (14.1%): 67.04 to 88.96
Based on UP max only (+14.0%): 88.94

Open to requests for other symbols.

#Earnings $SHAK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 4, 2019 AC -20.63% Biggest DOWN
Aug. 5, 2019 AC +18.24% Biggest UP
May 2, 2019 AC -4.30%
Feb. 25, 2019 AC +0.42%
Nov. 1, 2018 AC -13.88%
Aug. 2, 2018 AC -11.88%
May 3, 2018 AC +18.01%
Feb. 15, 2018 AC -7.71%
Nov. 1, 2017 AC -3.36%
Aug. 3, 2017 AC -5.45%
May 4, 2017 AC +9.20%
March 1, 2017 AC -2.63%

Avg (+ or -) 9.64%
Bias -2.00%, negative bias on earnings.

With stock at 74.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 63.23 to 84.77
Based on AVERAGE one-day move over last 12 quarters: 66.86 to 81.14
Based on MAXIMUM one-day move over last 12 Q’s (20.6%): 58.73 to 89.27
Based on UP max only (+18.2%): 87.50

Note: FIVE-day max moves are -26.30% and +25.21%. In most cases, SHAK continued in the same direction in the days following earnings.

Open to requests for other symbols.

#Earnings $PANW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 25, 2019 AC -11.95%
Sept. 4, 2019 AC +5.76%
May 29, 2019 AC -5.11%
Feb. 26, 2019 AC +8.20%
Nov. 29, 2018 AC -1.76%
Sept. 6, 2018 AC +3.28%
June 4, 2018 BO -0.52%
Feb. 26, 2018 AC +2.31%
Nov. 20, 2017 AC +4.82%
Aug. 31, 2017 AC +10.53%
May 31, 2017 AC +17.20% Biggest UP
Feb. 28, 2017 AC -24.15% Biggest DOWN

Avg (+ or -) 7.97%
Bias 0.72%, small positive bias on earnings.

With stock at 237.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 219.01 to 254.99
Based on AVERAGE one-day move over last 12 quarters: 218.12 to 255.88
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 179.76 to 294.24
Based on UP max only (+17.2%): 277.76

Note: FIVE-day max moves are -23.93% and +18.49%, so not much difference.

Open to requests for other symbols.

#Earnings Bought to close $OLED Feb 21st 170/165 put spreads for .55. Sold yesterday fr 1.75.

#Earnings A bullish position for a stock that has bullish tendency on earnings.

Sold to Open $OLED Feb 21st 170/165 put spreads for 1.70.

#Earnings $DE reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 27, 2019 BO -4.29%
Aug. 16, 2019 BO +3.84%
May 17, 2019 BO -7.65% Biggest DOWN
Feb. 15, 2019 BO -2.11%
Nov. 21, 2018 BO +2.42%
Aug. 17, 2018 BO +2.35%
May 18, 2018 BO +5.74%
Feb. 16, 2018 BO +1.57%
Nov. 22, 2017 BO +4.32%
Aug. 18, 2017 BO -5.37%
May 19, 2017 BO +7.30% Biggest UP
Feb. 17, 2017 BO +1.00%

Avg (+ or -) 4.00%
Bias 0.76%, positive bias on earnings.

With stock at 165.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 158.30 to 171.70
Based on AVERAGE one-day move over last 12 quarters: 158.41 to 171.59
Based on MAXIMUM one-day move over last 12 Q’s (7.7%): 152.38 to 177.62
Based on UP max only (+7.3%): 177.05

Open to requests for other symbols.

#Earnings $OLED reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 30, 2019 AC +15.27%
Aug. 1, 2019 AC -1.64%
May 2, 2019 AC +8.76%
Feb. 21, 2019 AC +23.03%
Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Feb. 23, 2017 AC +20.08%

Avg (+ or -) 13.81%
Bias 7.27%, strongly positive bias on earnings.

With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 159.33 to 195.67
Based on AVERAGE one-day move over last 12 quarters: 153.41 to 202.59
Based on MAXIMUM one-day move over last 12 Q’s (23.9%): 135.51 to 220.49
Based on DOWN max only (-20.5%): 141.51

Open to requests for other symbols.

#Earnings $Z reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 7, 2019 AC +12.29%
Aug. 7, 2019 AC -15.29%
May 9, 2019 AC +5.04%
Feb. 21, 2019 AC +26.36% Biggest UP
Nov. 6, 2018 AC -26.92% Biggest DOWN
Aug. 6, 2018 AC -14.77%
May 7, 2018 AC -1.44%
Feb. 8, 2018 AC -2.67%
Nov. 7, 2017 AC +2.67%
Aug. 8, 2017 AC -9.05%
May 4, 2017 AC +9.29%
Feb. 7, 2017 AC -6.37%

Avg (+ or -) 11.01%
Bias -1.74%, negative bias on earnings.

With stock at 53.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 47.10 to 59.90
Based on AVERAGE one-day move over last 12 quarters: 47.61 to 59.39
Based on MAXIMUM one-day move over last 12 Q’s (26.9%): 39.10 to 67.90
Based on UP max only (+26.4%): 67.60

Open to requests for other symbols.

#Earnings $STMP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 7, 2019 AC +12.28%
Aug. 7, 2019 AC +27.46%
May 8, 2019 AC -55.75%
Feb. 21, 2019 AC -57.76% Biggest DOWN
Oct. 31, 2018 AC -9.74%
Aug. 1, 2018 AC +8.43%
May 3, 2018 AC +3.91%
Feb. 21, 2018 AC +11.00%
Nov. 2, 2017 AC -22.59%
Aug. 2, 2017 AC +35.88% Biggest UP
May 3, 2017 AC -0.40%
Feb. 23, 2017 AC -1.60%

Avg (+ or -) 20.57%
Bias -4.07%, negative bias on earnings.

With stock at 93.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 72.11 to 113.89
Based on AVERAGE one-day move over last 12 quarters: 73.87 to 112.13
Based on MAXIMUM one-day move over last 12 Q’s (57.8%): 39.28 to 146.72
Based on UP max only (+35.9%): 126.37

Open to requests for other symbols.

#Earnings $HLF reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 29, 2019 AC +11.67%
Aug. 1, 2019 AC -6.77% Biggest DOWN
May 2, 2019 AC -4.51%
Feb. 19, 2019 AC -2.01%
Oct. 30, 2018 AC -2.61%
Aug. 1, 2018 AC +13.03% Biggest UP
May 3, 2018 AC +4.47%
Feb. 22, 2018 AC +3.00%
Nov. 2, 2017 AC -2.92%
Aug. 1, 2017 AC -1.95%
May 4, 2017 AC +11.57%
Feb. 23, 2017 AC -4.51%

Avg (+ or -) 5.75%
Bias 1.54%, positive bias on earnings.

With stock at 39.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 35.89 to 42.11
Based on AVERAGE one-day move over last 12 quarters: 36.76 to 41.24
Based on MAXIMUM one-day move over last 12 Q’s (13.00%): 33.92 to 44.08
Based on DOWN max only (-6.8%): 36.36

Open to requests for other symbols.

#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over the last 9 quarters (its entire history).

Nov. 6, 2019 AC -16.01%
Aug. 7, 2019 AC +20.85%
May 8, 2019 AC +28.11%
Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP

Avg (+ or -) 23.13%
Bias 10.30%, strongly positive bias on earnings.

With stock at 140.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 117.10 to 162.90
Based on AVERAGE one-day move over last 9 quarters: 107.62 to 172.38
Based on MAXIMUM one-day move over last 9 Q’s (54.9%): 63.10 to 216.90
Based on DOWN max only (-22.3%): 108.79

Open to requests for other symbols.

#Earnings $ANET reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 31, 2019 AC -24.23% Biggest DOWN
Aug. 1, 2019 AC -10.32%
May 2, 2019 AC -10.43%
Feb. 14, 2019 AC +9.62%
Nov. 1, 2018 AC +6.97%
Aug. 2, 2018 AC -5.26%
May 3, 2018 AC -8.51%
Feb. 15, 2018 AC -18.98%
Nov. 2, 2017 AC +11.21%
Aug. 3, 2017 AC +19.43% Biggest UP
May 4, 2017 AC +3.22%
Feb. 16, 2017 AC +18.85%

Avg (+ or -) 12.25%
Bias -0.70%, slight negative bias on earnings.

With stock at 232.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 208.47 to 256.53
Based on AVERAGE one-day move over last 12 quarters: 204.45 to 261.55
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 176.54 to 289.46
Based on UP max only (+19.4%): 278.27

Open to requests for other symbols.

#Earnings $YELP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 7, 2019 AC +15.43%
Aug. 8, 2019 AC +5.20%
May 9, 2019 AC -14.37%
Feb. 13, 2019 AC -0.70%
Nov. 8, 2018 AC -26.59% Biggest DOWN
Aug. 8, 2018 AC +26.65%
May 10, 2018 AC -7.81%
Feb. 7, 2018 AC -14.04%
Nov. 1, 2017 AC -0.10%
Aug. 3, 2017 AC +27.66% Biggest UP
May 9, 2017 AC -18.35%
Feb. 9, 2017 AC -13.64%

Avg (+ or -) 14.21%
Bias -1.72%, slight negative bias on earnings.

With stock at 35.30 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.81 to 39.79
Based on AVERAGE one-day move over last 12 quarters: 30.28 to 40.32
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 25.54 to 45.06
Based on DOWN max only (-26.6%): 25.91

Open to requests for other symbols.

#Earnings $NVDA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 14, 2019 AC -2.66%
Aug. 15, 2019 AC +7.25%
May 16, 2019 AC -2.28%
Feb. 14, 2019 AC +1.81%
Nov. 15, 2018 AC -18.75% Biggest DOWN
Aug. 16, 2018 AC -4.90%
May 10, 2018 AC -2.15%
Feb. 8, 2018 AC +6.69%
Nov. 9, 2017 AC +5.26%
Aug. 10, 2017 AC -5.32%
May 9, 2017 AC +17.82% Biggest UP
Feb. 9, 2017 AC -2.37%

Avg (+ or -) 6.44%
Bias 0.03%, no significant bias on earnings.

With stock at 270.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 251.44 to 288.56
Based on AVERAGE one-day move over last 12 quarters: 252.62 to 287.38
Based on MAXIMUM one-day move over last 12 Q’s (18.8%): 219.38 to 320.63
Based on UP max only (+17.8%): 318.11

Open to requests for other symbols.

#Earnings $BABA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 1, 2019 BO -0.11%
Aug. 15, 2019 BO +3.02%
May 15, 2019 BO +1.57%
Jan. 30, 2019 BO +6.33% Biggest UP
Nov. 2, 2018 BO -2.41%
Aug. 23, 2018 BO -3.15%
May 4, 2018 BO +3.52%
Feb. 1, 2018 BO -5.90% Biggest DOWN
Nov. 2, 2017 BO -0.68%
Aug. 17, 2017 BO +2.77%
May 18, 2017 BO +0.45%
Jan. 24, 2017 BO +3.06%

Avg (+ or -) 2.75%
Bias 0.71%, positive bias on earnings.

With stock at 221.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 210.84 to 232.16
Based on AVERAGE one-day move over last 12 quarters: 215.41 to 227.59
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 207.48 to 235.52
Based on DOWN max only (-5.9%): 208.43

Open to requests for other symbols.

#Earnings $AMAT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 14, 2019 AC +8.95% Biggest UP
Aug. 15, 2019 AC -1.12%
May 16, 2019 AC +2.49%
Feb. 14, 2019 AC -3.95%
Nov. 15, 2018 AC +1.08%
Aug. 16, 2018 AC -7.71%
May 17, 2018 AC -8.24% Biggest DOWN
Feb. 14, 2018 AC +3.89%
Nov. 16, 2017 AC -2.33%
Aug. 17, 2017 AC +2.73%
May 18, 2017 AC +0.38%
Feb. 15, 2017 AC -0.87%

Avg (+ or -) 3.65%
Bias -0.39%, negative bias on earnings.

With stock at 65.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 61.61 to 68.39
Based on AVERAGE one-day move over last 12 quarters: 62.63 to 67.37
Based on MAXIMUM one-day move over last 12 Q’s (9.0%): 59.18 to 70.82
Based on DOWN max only (-8.2%): 59.64

Open to requests for other symbols.

#Earnings Sold to Open $SHOP Feb 14th 465/460 put spreads for 1.40. Filled when stock hit 493.50, so short strike is 5.8% OTM. Stock has dropped more than that only twice on last 12 earnings.

#Earnings $SHOP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 29, 2019 BO -3.81%
Aug. 1, 2019 BO +7.39%
April 30, 2019 BO +7.85%
Feb. 12, 2019 BO +1.37%
Oct. 25, 2018 BO +12.03% Biggest UP
July 31, 2018 BO -6.66%
May 1, 2018 BO -4.45%
Feb. 15, 2018 BO +0.28%
Oct. 31, 2017 BO -9.02% Biggest DOWN
Aug. 1, 2017 BO +5.77%
May 2, 2017 BO +7.40%
Feb. 15, 2017 BO +8.13%

Avg (+ or -) 6.18%
Bias 2.19%, positive bias on earnings.

With stock at 497.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 451.53 to 543.47
Based on AVERAGE one-day move over last 12 quarters: 466.75 to 528.25
Based on MAXIMUM one-day move over last 12 Q’s (12.0%): 43765 to 557.35
Based on DOWN max only (-9.0%): 452.63

Open to requests for other symbols.

#Earnings $EXAS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 29, 2019 AC -7.28%
July 30, 2019 AC -2.35%
April 30, 2019 AC -1.48%
Feb. 21, 2019 AC +10.51%
Oct. 30, 2018 AC +10.32%
Aug. 1, 2018 AC -12.66% Biggest DOWN
April 26, 2018 AC +11.63%
Feb. 22, 2018 AC -5.82%
Oct. 30, 2017 AC +9.76%
July 25, 2017 AC +6.21%
April 27, 2017 BO +26.63% Biggest UP
Feb. 21, 2017 BO +12.55%

Avg (+ or -) 9.77%
Bias 4.84%, positive bias on earnings.

With stock at 97.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.87 to 105.13
Based on AVERAGE one-day move over last 12 quarters: 87.53 to 106.47
Based on MAXIMUM one-day move over last 12 Q’s (26.6%): 71.17 to 122.83
Based on DOWN max only (-12.7%): 84.72

Open to requests for other symbols.

#Earnings $UAA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. I chose $UAA over $UA due to higher daily volume.

Nov. 4, 2019 BO -18.92%
July 30, 2019 BO -12.24%
May 2, 2019 BO +3.53%
Feb. 12, 2019 BO +6.88%
Oct. 30, 2018 BO +27.70% Biggest UP
July 26, 2018 BO +4.55%
May 1, 2018 BO +1.52%
Feb. 13, 2018 BO +17.35%
Oct. 31, 2017 BO -23.70%
Aug. 1, 2017 BO -4.52%
April 27, 2017 BO +9.94%
Jan. 31, 2017 BO -25.74% Biggest DOWN

Avg (+ or -) 13.05%
Bias -1.14%, negative bias on earnings.

With stock at 20.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 18.22 to 23.18
Based on AVERAGE one-day move over last 12 quarters: 18.00 to 23.40
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 14.97 to 26.43
Based on DOWN max only (-25.7%): 15.37

NOTE: 5-day max moves are -28.47% and +30.29%

Open to requests for other symbols.

#Earnings $PINS reports tonight. Below are details on earnings one-day moves over its 3 quarters of existence.

Oct. 31, 2019 AC -17.02%
Aug. 1, 2019 AC +18.62%
May 16, 2019 AC -13.48%

Avg (+ or -) 16.37%
Bias -3.96%, negative bias on earnings.

With stock at 22.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 19.79 to 25.71
Based on AVERAGE one-day move over last 3 quarters: 19.03 to 26.47
Based on MAXIMUM one-day move over last 3 Q’s (18.6%): 18.51 to 26.99
Based on DOWN max only (-17.0%): 18.88

Open to requests for other symbols.

#Earnings $UBER reports tonight. Below are details on earnings one-day moves over its 3 quarters of existence.

Nov. 4, 2019 AC -9.84%
Aug. 8, 2019 AC -6.79%
May 30, 2019 AC +1.53%

Avg (+ or -) 6.05%
Bias -5.03%%, negative bias on earnings.

With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 33.88 to 40.12
Based on AVERAGE one-day move over last 3 quarters: 34.76 to 39.24
Based on MAXIMUM one-day move over last 3 Q’s (9.8%): 33.36 to 40.64
Based on UP max only (+1.5%): 37.57

Open to requests for other symbols.

#Earnings $REGN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 5, 2019 BO +6.93%
Aug. 6, 2019 BO +0.23%
May 7, 2019 BO -6.34% Biggest DOWN
Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%

Avg (+ or -) 3.57%
Bias 0.80%, positive bias on earnings.

With stock at 367.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 348.22 TO 386.78
Based on AVERAGE one-day move over last 12 quarters: 354.39 TO 380.61
Based on MAXIMUM one-day move over last 12 Q’s (7.0%): 341.81 TO 393.19
Based on DOWN max only (-6.3%): 344.20

Open to requests for other symbols.